IBDT vs. CXRN
IBDT (iShares iBonds Dec 2028 Term Corporate ETF) and CXRN (Teucrium 2x Daily Corn ETF) are both exchange-traded funds - IBDT is a Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index, while CXRN is a Leveraged Commodities fund actively managed by Teucrium. IBDT is passively managed, while CXRN is actively managed. Over the past year, IBDT returned 3.99% vs -26.79% for CXRN. At a correlation of -0.17, they often move in opposite directions. IBDT charges 0.10%/yr vs 0.95%/yr for CXRN.
Performance
IBDT vs. CXRN - Performance Comparison
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Returns By Period
In the year-to-date period, IBDT achieves a 0.92% return, which is significantly higher than CXRN's -22.90% return.
IBDT
- 1D
- 0.06%
- 1M
- 0.37%
- YTD
- 0.92%
- 6M
- 1.02%
- 1Y
- 3.99%
- 3Y*
- 5.66%
- 5Y*
- 1.31%
- 10Y*
- —
CXRN
- 1D
- -1.93%
- 1M
- -23.34%
- YTD
- -22.90%
- 6M
- -26.17%
- 1Y
- -26.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDT vs. CXRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 0.92% | 7.02% | -0.44% |
CXRN Teucrium 2x Daily Corn ETF | -22.90% | -25.68% | 7.40% |
Correlation
The correlation between IBDT and CXRN is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024 | -0.17 |
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Return for Risk
IBDT vs. CXRN — Risk / Return Rank
IBDT
CXRN
IBDT vs. CXRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Teucrium 2x Daily Corn ETF (CXRN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBDT | CXRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.82 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 0.89 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | -0.89 | +4.78 |
| Martin ratioReturn relative to average drawdown | 17.80 | -2.15 | +19.95 |
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Drawdowns
IBDT vs. CXRN - Drawdown Comparison
The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum CXRN drawdown of -52.05%. Use the drawdown chart below to compare losses from any high point for IBDT and CXRN.
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Drawdown Indicators
| IBDT | CXRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -52.05% | +34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -30.34% | +29.31% |
Max Drawdown (3Y)Largest decline over 3 years | -3.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.68% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -52.05% | +51.99% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -30.73% | +26.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 12.47% | -12.25% |
Volatility
IBDT vs. CXRN - Volatility Comparison
The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.49%, while Teucrium 2x Daily Corn ETF (CXRN) has a volatility of 9.57%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than CXRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDT | CXRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 9.57% | -9.08% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 27.10% | -26.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.61% | 36.22% | -34.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.06% | 36.71% | -31.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.35% | 36.71% | -30.36% |
IBDT vs. CXRN - Expense Ratio Comparison
IBDT has a 0.10% expense ratio, which is lower than CXRN's 0.95% expense ratio.
Dividends
IBDT vs. CXRN - Dividend Comparison
IBDT's dividend yield for the trailing twelve months is around 4.54%, more than CXRN's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CXRN Teucrium 2x Daily Corn ETF | 2.93% | 3.30% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 4.54% | 4.56% | 4.67% | 4.10% | 3.25% | 2.45% | 2.80% | 3.32% | 1.47% |
Frequently Asked Questions
IBDT and CXRN have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CXRN has higher volatility (9.57%) compared to IBDT (0.49%). In terms of maximum drawdown, IBDT dropped -17.79% vs CXRN's -52.05%.
On 1-year performance, IBDT leads with 3.99% vs -26.79% for CXRN. On fees, IBDT is cheaper at 0.10% per year. On volatility, IBDT has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBDT has performed better with a 3.99% return vs -26.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDT is cheaper with a 0.10% expense ratio, compared with 0.95% for CXRN.
IBDT has the higher dividend yield at 4.54%, compared with 2.93% for CXRN.
IBDT is categorized as Corporate Bonds, while CXRN is Leveraged Commodities. They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.10% for IBDT and 0.95% for CXRN.
IBDT currently has the higher Sharpe Ratio (2.50 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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